A hybrid GARCH and deep learning method for volatility prediction (Q6577868)
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scientific article; zbMATH DE number 7886149
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A hybrid GARCH and deep learning method for volatility prediction |
scientific article; zbMATH DE number 7886149 |
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A hybrid GARCH and deep learning method for volatility prediction (English)
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24 July 2024
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deep learning
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GARCH-family models
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hybrid model
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volatility
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